CME Swiss Franc Future December 2011

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Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary Previous Current 17-May-2011 18-May-2011 Change Change % Previous Week Open 1.1378 1.1359 -0.0019 -0.2% 1.1470 High 1.1378 1.1359 -0.0019 -0.2% 1.1470 Low 1.1378 1.1359 -0.0019 -0.2% 1.1300 Close 1.1368 1.1359 -0.0009 -0.1% 1.1220 Range ATR 0.0059 0.0055 -0.0004 -6.0% 0.0000 Volume 3 1 -2 -66.7% 5
Daily Pivots for day following 18-May-2011 Classic Woodie Camarilla DeMark R4 1.1359 1.1359 1.1359 R3 1.1359 1.1359 1.1359 R2 1.1359 1.1359 1.1359 R1 1.1359 1.1359 1.1359 1.1359 PP 1.1359 1.1359 1.1359 1.1359 S1 1.1359 1.1359 1.1359 1.1359 S2 1.1359 1.1359 1.1359 S3 1.1359 1.1359 1.1359 S4 1.1359 1.1359 1.1359	Weekly Pivots for week ending 13-May-2011 Classic Woodie Camarilla DeMark R4 1.1840 1.1700 1.1314 R3 1.1670 1.1530 1.1267 R2 1.1500 1.1500 1.1251 R1 1.1360 1.1360 1.1236 1.1345 PP 1.1330 1.1330 1.1330 1.1323 S1 1.1190 1.1190 1.1204 1.1175 S2 1.1160 1.1160 1.1189 S3 1.0990 1.1020 1.1173 S4 1.0820 1.0850 1.1127
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1378 1.1180 0.0198 1.7% 0.0002 0.0% 90% False False 2 10 1.1530 1.1180 0.0350 3.1% 0.0001 0.0% 51% False False 2 20 1.1639 1.1180 0.0459 4.0% 0.0006 0.1% 39% False False 3 40 1.1639 1.0821 0.0818 7.2% 0.0006 0.1% 66% False False 2 60 1.1639 1.0705 0.0934 8.2% 0.0004 0.0% 70% False False 3
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0000	Fibonacci Retracements and Extensions 4.250 1.1359 2.618 1.1359 1.618 1.1359 1.000 1.1359 0.618 1.1359 HIGH 1.1359 0.618 1.1359 0.500 1.1359 0.382 1.1359 LOW 1.1359 0.618 1.1359 1.000 1.1359 1.618 1.1359 2.618 1.1359 4.250 1.1359
Fisher Pivots for day following 18-May-2011 Pivot 1 day 3 day R1 1.1359 1.1332 PP 1.1359 1.1306 S1 1.1359 1.1279

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